See the note about LC_MESSAGES for system responses: available if PHP was compiled with libintl, I dont know if this is the case. As you installed a very very old Xampp release, that wont be maintained any more.

I also found lots of questions about this stuff in the internet, many of them having troubles to set locales correctly on Windows Systems. There was a hint to use the environment variable LANG in order to set the locale string before starting Apache/PHP. I also found some hints, that Windows might use different strings than Linux. There is finally a Tip in the Notes section of the setlocale documentation (see link above), that users may find more information about locale strings at Microsoft's MSDN website.